It's getting a little confusing I'm sure. From my experiences with headers and friends headers over the past 25+ years, cheap headers end up causinng more problems than they're worth. I've NEVER seen headers for $100! There's no way they'll last. They can't be using good metals, thick wall tubing, thick flanges, equal length tubes and a good collector. It's not possible. It sounds like they don fit right too. If you bend metal, it weakens it. If you heat it and bend it, same thing. There's truly no such thing as GOOD, cheap headers. They don't exist. If they did, everybody would be running them. With all the systems I've done, and with numerous friends cars too, I'm really speaking from first hand knowledge here.
If you really want to go the header route, save some $$'s and get a decent set so they'll last and be worth getting a tune and probably having to pay to have them installed properly. Don't buy headers just because they're $100. You'll need a tune right after you install them too, about $500 is average for a tune. It can be difficult task if you haven't installed headers before. You atleast need a friend that has done it before. It's a two person job anyway, unless you're a pro, with a rack. I've seen guys that know what they're doing have trouble trying to install and even more so with out being able to use a lift. So for a tune and installation, my experience with all my cars, at least ten, my friends in the GTO & Corvette Clubs, it's an average of about $1,000 for both install & tune. Headers are something you really shouldn't cheap out on. You don't have to get top of the line, but something with at least a warranty or built to last. I can promise $100 headers will split, get holes near the exhaust ports, rust and fall apart within a couple of years. It happens invariably with cheap headers. I've seen it happen half a dozen times in person with my friends. I see a big red flag with these.
No disrespect Barracuz. Coating for a decent set of headers is more than $100, or get stainless steel.
Do up your exhaust first. Then if you decide you can't live without headers, go ahead and get them. You won't be doing anything backwards either, you'll still have the same exhaust, etc. I think you had a question about the tips? It will sound a bit louder and more of a deep/tuned sound with resonator tips. They can sound pretty good on an inline six too. For me, I don't want a BMW that's too loud either. Entering Honda territory, lol! You could go straight pipe and just put resonator tips on, with no muffler. That will give you the most sound. If you add a muffler, something like a Magnaflow, Borla, etc., which has baffles, it will also add a deep sound. They're more $$'s than tips, but no biggie. I'd skip the resonator tips if you're going to use a good "performance muffler." Just get tips, without the resonator, sort of overkill to do both and may not sound that great.
Make sure you read the link I included about resonator tips too! That will answer some of your questions for sure.
Honestly, this sounds like your first car that you're doing some mods to. I think it's a fair statement to say that you may not get it right, what you want sound wise, the first time. There's a learning curve and the unknown, which is how it will sound when it's actually on your car. It's OK to make mistakes and change the system. Just try and minimize how many times (money), you might have to spend to get it just the way you want it to sound. There's a chance you may get it right the first time, but in all my years with mine and my friends cars, that's not the way it usually goes down. Just know that going in.
Maybe start with just a 3" striaght pipe and resonator tips. If that doesn't do it for you get a muffler or muffler system. Then when you get the sound right where you want it, go ahead and add in a set of headers if you want. They will basically amplify the sound you end up with and add a deeper tone yet.
Here's an example of reasonbly priced, quality headers.
I'd truly put the on my car, but they're quite a bit more for a V8 Take a look:
http://www.racdyn-usa.com/mm5/merch...Store_Code=1&gclid=CPbs1aSzt80CFVKDfgodAhYGiA
The one above is truly a quality header. Made of stainless steel (won't rust) for one. Thick flanges and tubing, etc. Rust is a huge problem with cheap headers made of cheap, thin, mild steel and left professionally uncoated. This is something you want to do right the FIRST time.
"Developed in Germany by a leading tuner and are manufactured of out heavy gauge T304 stainless steel for long life." That's what you want.
Also here for more options:
https://www.google.com/?gws_rd=ssl#q=headers+for+bmw+530i
Hope this answers some questions and gives you some good ideas.